Anic Equity¶

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Total return since start: 0.733 %¶

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Equity now: -----------------------------> 52934.56 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 34966.97 Kr¶

PnL: ---------------------------------------> -152.25 Kr¶

DD now: ---------------------------------> -0.35 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 16:53:24.898510'

Anic Portfolio¶

Today¶

Return: -0.248 %¶

This Week¶

Return: -0.248 %¶

Total¶

Return: 73.294 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Balco Group 39 0.210000 1881.750000 11.700000 0.630000 1870.050000
Humana 40 2.170000 678.400000 6.400000 0.950000 672.000000
Ambea 68 2.480000 2532.320000 1.360000 0.050000 2530.960000
SynAct Pharma 9 2.000000 643.500000 0.900000 0.140000 642.600000
NCC B 7 1.140000 652.050000 0.350000 0.050000 651.700000
BHG Group 49 -2.910000 637.490000 0.000000 0.000000 637.490000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
SCA A 4 -0.930000 597.600000 -0.800000 -0.130000 598.400000
Latour B 2 0.270000 447.000000 -1.400000 -0.310000 448.400000
Profoto Holding 7 -1.430000 579.600000 -1.400000 -0.240000 581.000000
Lundin Gold 7 0.730000 970.200000 -1.400000 -0.140000 971.600000
Indutrade 5 0.460000 1315.000000 -2.000000 -0.150000 1317.000000
Creades A 7 0.700000 606.550000 -2.100000 -0.350000 608.650000
NCC A 6 0.200000 595.200000 -2.400000 -0.400000 597.600000
Addtech B 3 1.580000 696.000000 -2.400000 -0.340000 698.400000
Sampo Oyj SDB 1 -0.400000 501.000000 -3.000000 -0.600000 504.000000
BONESUPPORT HOLDING 10 0.910000 1217.000000 -4.000000 -0.330000 1221.000000
Biotage 4 -0.800000 596.800000 -4.000000 -0.670000 600.800000
Vitrolife 3 -1.150000 670.800000 -4.200000 -0.620000 675.000000
Sdiptech B 3 1.190000 814.200000 -6.000000 -0.730000 820.200000
Xvivo Perfusion 3 -1.240000 837.000000 -6.000000 -0.710000 843.000000
Fortnox 10 -1.530000 658.600000 -7.000000 -1.050000 665.600000
Embracer Group B 26 0.620000 651.560000 -8.060000 -1.220000 659.620000
Investor A 16 -0.590000 3526.400000 -9.600000 -0.270000 3536.000000
New Wave B 20 1.300000 3896.000000 -10.000000 -0.260000 3906.000000
Volati 5 0.180000 563.000000 -10.000000 -1.750000 573.000000
Lime Technologies 2 3.960000 577.000000 -15.000000 -2.530000 592.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 34966.970000 -152.250000 -0.34975% 35119.220000

Updated:¶

'2023-06-07 16:53:39.215016'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶